Paper 2, Section II, F

Probability
Part IA, 2013

Let Ω\Omega be the sample space of a probabilistic experiment, and suppose that the sets B1,B2,,BkB_{1}, B_{2}, \ldots, B_{k} are a partition of Ω\Omega into events of positive probability. Show that

P(BiA)=P(ABi)P(Bi)j=1kP(ABj)P(Bj)\mathbb{P}\left(B_{i} \mid A\right)=\frac{\mathbb{P}\left(A \mid B_{i}\right) \mathbb{P}\left(B_{i}\right)}{\sum_{j=1}^{k} \mathbb{P}\left(A \mid B_{j}\right) \mathbb{P}\left(B_{j}\right)}

for any event AA of positive probability.

A drawer contains two coins. One is an unbiased coin, which when tossed, is equally likely to turn up heads or tails. The other is a biased coin, which will turn up heads with probability pp and tails with probability 1p1-p. One coin is selected (uniformly) at random from the drawer. Two experiments are performed:

(a) The selected coin is tossed nn times. Given that the coin turns up heads kk times and tails nkn-k times, what is the probability that the coin is biased?

(b) The selected coin is tossed repeatedly until it turns up heads kk times. Given that the coin is tossed nn times in total, what is the probability that the coin is biased?